| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
3,794.25 |
3,677.50 |
-116.75 |
-3.1% |
3,870.75 |
| High |
3,828.75 |
3,710.75 |
-118.00 |
-3.1% |
3,876.50 |
| Low |
3,639.00 |
3,663.76 |
24.76 |
0.7% |
3,639.00 |
| Close |
3,668.25 |
3,663.76 |
-4.49 |
-0.1% |
3,663.76 |
| Range |
189.75 |
46.99 |
-142.76 |
-75.2% |
237.50 |
| ATR |
114.42 |
109.60 |
-4.82 |
-4.2% |
0.00 |
| Volume |
544,027 |
40,261 |
-503,766 |
-92.6% |
4,858,249 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,820.50 |
3,789.00 |
3,689.50 |
|
| R3 |
3,773.50 |
3,742.00 |
3,676.75 |
|
| R2 |
3,726.50 |
3,726.50 |
3,672.25 |
|
| R1 |
3,695.00 |
3,695.00 |
3,668.00 |
3,687.25 |
| PP |
3,679.50 |
3,679.50 |
3,679.50 |
3,675.50 |
| S1 |
3,648.00 |
3,648.00 |
3,659.50 |
3,640.25 |
| S2 |
3,632.50 |
3,632.50 |
3,655.25 |
|
| S3 |
3,585.50 |
3,601.00 |
3,650.75 |
|
| S4 |
3,538.50 |
3,554.00 |
3,638.00 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,439.00 |
4,288.75 |
3,794.50 |
|
| R3 |
4,201.50 |
4,051.25 |
3,729.00 |
|
| R2 |
3,964.00 |
3,964.00 |
3,707.25 |
|
| R1 |
3,813.75 |
3,813.75 |
3,685.50 |
3,770.25 |
| PP |
3,726.50 |
3,726.50 |
3,726.50 |
3,704.50 |
| S1 |
3,576.25 |
3,576.25 |
3,642.00 |
3,532.75 |
| S2 |
3,489.00 |
3,489.00 |
3,620.25 |
|
| S3 |
3,251.50 |
3,338.75 |
3,598.50 |
|
| S4 |
3,014.00 |
3,101.25 |
3,533.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,876.50 |
3,639.00 |
237.50 |
6.5% |
119.75 |
3.3% |
10% |
False |
False |
971,649 |
| 10 |
4,168.25 |
3,639.00 |
529.25 |
14.4% |
107.00 |
2.9% |
5% |
False |
False |
1,384,268 |
| 20 |
4,202.25 |
3,639.00 |
563.25 |
15.4% |
104.25 |
2.8% |
4% |
False |
False |
1,598,528 |
| 40 |
4,393.25 |
3,639.00 |
754.25 |
20.6% |
113.25 |
3.1% |
3% |
False |
False |
1,837,263 |
| 60 |
4,631.00 |
3,639.00 |
992.00 |
27.1% |
99.25 |
2.7% |
2% |
False |
False |
1,688,330 |
| 80 |
4,631.00 |
3,639.00 |
992.00 |
27.1% |
102.75 |
2.8% |
2% |
False |
False |
1,459,957 |
| 100 |
4,631.00 |
3,639.00 |
992.00 |
27.1% |
102.00 |
2.8% |
2% |
False |
False |
1,168,735 |
| 120 |
4,800.00 |
3,639.00 |
1,161.00 |
31.7% |
98.25 |
2.7% |
2% |
False |
False |
974,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,910.50 |
|
2.618 |
3,833.75 |
|
1.618 |
3,786.75 |
|
1.000 |
3,757.75 |
|
0.618 |
3,739.75 |
|
HIGH |
3,710.75 |
|
0.618 |
3,692.75 |
|
0.500 |
3,687.25 |
|
0.382 |
3,681.75 |
|
LOW |
3,663.75 |
|
0.618 |
3,634.75 |
|
1.000 |
3,616.75 |
|
1.618 |
3,587.75 |
|
2.618 |
3,540.75 |
|
4.250 |
3,464.00 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,687.25 |
3,739.00 |
| PP |
3,679.50 |
3,714.00 |
| S1 |
3,671.50 |
3,688.75 |
|